Exporting the cube with 6 faces (obj)
I found the solution,

Go to Edit mode -> Create 6 new colors -> Go to Edge - Split edge -> Deselect all (a) -> Select 1 face and give him 1 of the new Colors, repeat this for 

each face.
Then -> File - Export - OBJ

Go to SH3D and import Furniture -> Import the cubes -> Customize furniture, now you can individually color each of the 6 faces.